+81.8%
MDLZ vs MCO
+385.7%
-303.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +1.7% | -7.3% | +9.0% | +4.2% |
| 30D | +1.1% | -1.7% | +2.8% | +1.6% |
| 3M | -1.8% | +3.9% | -5.8% | -3.3% |
| 6M | +12.3% | +3.8% | +8.5% | +10.3% |
| YTD | +18.0% | -7.9% | +25.9% | +20.0% |
| 1Y | +3.8% | -6.8% | +10.7% | +4.8% |
| 3Y | -2.4% | +40.9% | -43.3% | -17.2% |
| 5Y | +18.4% | +27.5% | -9.1% | +2.0% |
| All | +81.8% | +385.7% | -303.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling